Closed
⌘K
Sign in Sign up

Simpson Manufacturing Co SSD 204.16 7.27 3.69%

Previous-day view · Mon Nov 9 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 09, 2026 close · $204.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$3.35 $200.81 – $207.51 $200.14 – $208.18 $196.99 – $211.33
2 sessions ±2.3% ±$4.65 $199.51 – $208.81 $198.53 – $209.79 $194.14 – $214.18
3 sessions ±2.9% ±$5.86 $198.30 – $210.02 $197.18 – $211.14 $191.71 – $216.61
1 week ±3.6% ±$7.43 $196.73 – $211.59 $195.05 – $213.27 $188.32 – $220.00
2 weeks ±5.0% ±$10.19 $193.97 – $214.35 $191.56 – $216.76 $182.44 – $225.88
3 weeks ±5.7% ±$11.60 $192.56 – $215.76 $189.75 – $218.57 $179.66 – $228.66
1 month ±6.4% ±$13.07 $191.09 – $217.23 $187.83 – $220.49 $176.44 – $231.88
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.14%
Average actual move
1.47%
Beyond the implied move
0 / 1
Median IV change
-25.29%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2025 ±6.14% +1.47% 0.24× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →